Putnam Short Duration Income Fund - Putnam Investments
Putnam Short Duration Income Fund - Putnam Investments
Putnam Short Duration Income Fund - Putnam Investments
Create successful ePaper yourself
Turn your PDF publications into a flip-book with our unique Google optimized e-Paper software.
MORTGAGE-BACKED SECURITIES (6.9%)* cont.<br />
Interest<br />
rate (%)<br />
Maturity<br />
date<br />
Principal<br />
amount<br />
Value<br />
Residential mortgage-backed securities (non-agency) cont.<br />
Citigroup Mortgage Loan Trust, Inc. 144A<br />
FRB Ser. 09-6, Class 12A1 2.612 7/25/36 $1,414,600 $1,441,195<br />
FRB Ser. 09-5, Class 1A1 2.507 6/25/37 1,065,480 1,074,803<br />
FRB Ser. 12-11, Class 3A1 0.445 12/25/35 2,496,614 2,475,393<br />
Countrywide Asset Backed Certificates<br />
FRB Ser. 04-8, Class M1 1.205 1/25/35 8,937,665 8,974,309<br />
FRB Ser. 05-1, Class MV3 0.632 7/25/35 1,400,000 1,386,000<br />
Morgan Stanley Mortgage Loan Trust<br />
FRB Ser. 05-6AR, Class 1A2 0.425 11/25/35 3,995,906 3,975,057<br />
FRB Ser. 05-5AR, Class 1A1 0.425 9/25/35 12,496,499 12,453,511<br />
Opteum Mortgage Acceptance Corp. Trust<br />
FRB Ser. 05-1, Class M1 0.625 2/25/35 3,059,000 3,048,485<br />
FRB Ser. 05-4, Class 1A1C 0.565 11/25/35 4,768,915 4,669,245<br />
People’s Choice Home Loan Securities Trust FRB<br />
Ser. 05-2, Class M2 0.800 5/25/35 12,620,247 12,601,569<br />
Residential Accredit Loans, Inc.<br />
Ser. 03-QR13, Class A3 4.000 7/25/33 1,177,024 1,192,207<br />
Residential Asset Securities Corp. FRB<br />
Ser. 05-KS4, Class M1 0.565 5/25/35 2,084,132 2,085,109<br />
Structured Asset Securities Corp Mortgage Loan<br />
Trust FRB Ser. 07-BC2, Class A3 0.285 3/25/37 13,713,462 13,627,753<br />
78,173,344<br />
Total mortgage-backed securities (cost $144,370,406) $144,129,959<br />
CERTIFICATES OF DEPOSIT (1.0%)*<br />
Interest<br />
rate (%)<br />
Maturity<br />
date<br />
Principal<br />
amount<br />
Value<br />
Bank of Montreal/Chicago, IL FRN (Canada) 0.372 10/21/15 $5,000,000 $4,998,695<br />
Bank of Tokyo-Mitsubishi UFJ, Ltd./New York,<br />
NY FRN (Japan) 0.612 7/15/16 7,000,000 6,997,165<br />
Canadian Imperial Bank of Commerce/New<br />
York, NY FRN 0.477 11/26/14 1,000,000 1,000,812<br />
Credit Suisse/New York, NY FRN 0.641 12/7/15 4,000,000 4,003,200<br />
Nordea Bank Finland PLC/New York FRN 0.716 2/19/16 2,000,000 2,007,372<br />
Sumitomo Mitsui Banking Corp./New York<br />
FRN (Japan) 0.547 3/3/16 2,000,000 1,999,374<br />
Total certificates of deposit (cost $21,000,000) $21,006,618<br />
ASSET-BACKED SECURITIES (1.0%)*<br />
Interest<br />
rate (%)<br />
Maturity<br />
date<br />
Principal<br />
amount<br />
Value<br />
Station Place Securitization Trust 144A FRB<br />
Ser. 14-2, Class A 1.054 7/25/16 $20,000,000 $20,000,000<br />
Total asset-backed securities (cost $20,000,000) $20,000,000<br />
<strong>Short</strong> <strong>Duration</strong> <strong>Income</strong> <strong>Fund</strong>39
Change language